Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.562225 0.630182 0.706479 0.799166 0.909644 1.038291 1.201187
2024-12-08 00:00:00+00:00 0.465518 0.545847 0.642063 0.767671 0.930186 1.137546 1.429334
2024-12-15 00:00:00+00:00 0.420101 0.510866 0.625526 0.784689 1.006181 1.313880 1.794255
2024-12-22 00:00:00+00:00 0.391809 0.491639 0.623761 0.817608 1.106398 1.542370 2.300161
2024-12-29 00:00:00+00:00 0.363333 0.467682 0.611181 0.831835 1.180769 1.749009 2.844342
2025-01-05 00:00:00+00:00 0.338559 0.445366 0.597182 0.840491 1.246680 1.957170 3.475190
2025-01-12 00:00:00+00:00 0.314091 0.420573 0.576108 0.834211 1.285729 2.127563 4.109006
2025-01-19 00:00:00+00:00 0.286130 0.387945 0.539566 0.797566 1.264699 2.178733 4.501301
2025-01-26 00:00:00+00:00 0.272257 0.374909 0.531520 0.806648 1.327511 2.414485 5.488503
2025-02-02 00:00:00+00:00 0.260413 0.363796 0.525129 0.817267 1.394808 2.680477 6.753596
2025-02-09 00:00:00+00:00 0.246330 0.348006 0.509516 0.809117 1.422615 2.864177 7.913186
2025-02-16 00:00:00+00:00 0.236055 0.337403 0.501411 0.813522 1.477368 3.133728 9.660119
2025-02-23 00:00:00+00:00 0.219006 0.315205 0.472614 0.776811 1.439018 3.154592 10.459152
2025-03-02 00:00:00+00:00 0.204269 0.295885 0.447343 0.744295 1.405108 3.180362 11.351015
2025-03-09 00:00:00+00:00 0.198348 0.290659 0.446148 0.759192 1.485025 3.575484 14.848186
2025-03-16 00:00:00+00:00 0.195175 0.289716 0.452329 0.789714 1.610175 4.179944 21.266250
2025-03-23 00:00:00+00:00 0.189740 0.284529 0.450304 0.802700 1.694004 4.693731 29.027625
2025-03-30 00:00:00+00:00 0.184043 0.278502 0.446186 0.810584 1.766364 5.212493 39.739286
2025-04-06 00:00:00+00:00 0.177048 0.269782 0.436299 0.804397 1.797936 5.586471 51.465642
2025-04-13 00:00:00+00:00 0.167159 0.255449 0.414747 0.769419 1.738423 5.523992 55.576586
2025-04-20 00:00:00+00:00 0.162968 0.251050 0.412105 0.777981 1.812689 6.149941 81.973441
2025-04-27 00:00:00+00:00 0.159198 0.247182 0.410192 0.788031 1.894681 6.890612 129.803741
2025-05-04 00:00:00+00:00 0.153789 0.240056 0.401314 0.780253 1.917392 7.330414 184.180118